+41.6%
TXN vs ITUB
+30.8%
+10.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | -0.1% | +8.7% | -8.8% | -1.8% |
| 30D | -6.9% | -0.7% | -6.3% | -6.8% |
| 3M | -14.9% | +7.8% | -22.7% | -16.5% |
| 6M | +29.0% | -3.4% | +32.4% | +28.3% |
| YTD | +51.5% | +16.3% | +35.2% | +44.1% |
| 1Y | +41.6% | +29.8% | +11.7% | +28.4% |
| All | +41.6% | +30.8% | +10.8% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling